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ZB futures are priced at $0 on 12/22/2016. This is really problematic as buy and hold on any sort of leverage with these contracts will generate a margin call, even if you're not trading on this day. It needs to be fixed. The price never dipped to $0 at all on 12/22/2016 in charts.
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ZB22H17 Sell Market
Fill: -$0.0078125 USD
-1 Filled
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Ritaelyn
Here is a buy&hold backtest rolling /ZB contracts. It's buying enough contracts with cash up to the notional value. It should be 100% safe and never result in a margin call as you have enough cash backing each future.
Unfortunately the bad data generates a margin call as you can see here:
Ritaelyn
Fixed the notional value calculating as it should be ordering 7 contracts, not 13(which 13 is very reasonable too), but even then, still margin calls:
Ritaelyn
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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